I know both BMW and MB have European Delivery available (at a discount also).
My friends had a great time in Germany driving the autobahn in their new ride.

As far as I can tell... you can just speak with the dealer in the states about doing european delivery... I believe you get 10% off (MSRP). In Europe, you go to the plant, sign some papers, enjoy a few days with your new car and drop it off at the port. A month later, go pick up your car.

here's some info http://www.bmwusa.com/joy/EuropeanDelivery

http://www.mbusa.com/main/sitemap/edp.jsp